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On a multivariate storage process
Author(s):
O.
K.
Zakusylo;
N.
P.
Lysak
Translated by:
S. V. Kvasko
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 71
(2004).
Journal:
Theor. Probability and Math. Statist.
No. 71
(2005),
81-91.
MSC (2000):
Primary 60Fxx, 60G10
Posted:
December 28, 2005
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Additional information
Abstract:
A multivariate storage process that satisfies the Langevin equation is studied in the paper.
References:
-
- 1.
- O. K. Zakusylo, General Storage Processes with an Additive Input, Kyïv Taras Shevchenko University, Kyïv, 1998. (Ukrainian)
- 2.
- W. Feller, An Introduction to Probability Theory and its Applications, vol. 2, Wiley, New York, 1971. MR 0270403 (42:5292)
- 3.
- V. A. Ditkin and A. P. Prudnikov, Integral Transforms and Operational Calculus, ``Vysshaya Shkola'', Moscow, 1961; English transl., Pergamon Press, Oxford-London-Edinburgh-New York-Paris-Frankfurt, 1965. MR 0196422 (33:4609)
- 4.
- F. R. Gantmakher, The Theory of Matrices, Gostekhizdat, Moscow, 1951; English transl., Chelsea, Berlin, 1959. MR 0065520 (16:438l); MR 0107649 (21:6372c)
- 5.
- N. P. Lysak [Lisak], Limit theorems for solutions of Langevin equation in the two-dimensional case, Visnyk Kyïv. Univ. Ser. Fiz.-Mat. 2 (2003), 155-160. (Ukrainian) MR 2049855
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Additional Information:
O.
K.
Zakusylo
Affiliation:
Faculty for Cybernetics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
Email:
do@unicyb.kiev.ua
N.
P.
Lysak
Affiliation:
Faculty for Cybernetics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
Email:
lysak@unicyb.kiev.ua
DOI:
10.1090/S0094-9000-05-00649-6
PII:
S 0094-9000(05)00649-6
Received by editor(s):
1/SEP/2003
Posted:
December 28, 2005
Copyright of article:
Copyright
2005,
American Mathematical Society
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